Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941)

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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
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    Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (English)
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    1 August 2016
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    diffusion process
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    kernel estimation
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    pseudo-likelihood
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    semiparametric
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    testing
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